Estimating and forecasting for one day with no equal sample
Posted: Tue Mar 10, 2015 5:33 am
I have a series of €/ruble exchange rate and oil price for 2014. And I want to test and forecast an equation: rube=b1+b2*oil+b3*ruble(-1)
I have the sample time from 1/1/2014 to 3/31/2014 and I did a forecast for 4/1/2014.
But Now I want to estimation the equation with sample 1/1/2014 to 4/1/2014 and do a forecast for 4/2/2014 and save to rublef.
And then estimate with sample 1/1/2014 to4/2/2014 and forecast 4/5/2014 and save this value to rublef.
So, the main problem: How to estimate and forecast with different samples and save forecasted value to new forecasted serie. I think this can be solved with some FOR cases, but I do`t know how.
I hope anyone know this.
I have the sample time from 1/1/2014 to 3/31/2014 and I did a forecast for 4/1/2014.
But Now I want to estimation the equation with sample 1/1/2014 to 4/1/2014 and do a forecast for 4/2/2014 and save to rublef.
And then estimate with sample 1/1/2014 to4/2/2014 and forecast 4/5/2014 and save this value to rublef.
So, the main problem: How to estimate and forecast with different samples and save forecasted value to new forecasted serie. I think this can be solved with some FOR cases, but I do`t know how.
I hope anyone know this.